public async Task<TradebookResponse> GetTradebook(TradebookRequest request)
{
var response = new TradebookResponse ();
var client = this.ApiClient ();
client.QueryString.Add ("pair", request.ExchangeMarketRef);
string rawData = await client.DownloadStringTaskAsync (this.TradebookApiUri);
var jsonData = JToken.Parse (rawData);
response.AddRange (
from rawTrade in jsonData["result"][request.ExchangeMarketRef]
select new Trade () {
ExchangeMarketCD = request.ExchangeMarketCD,
Price = Decimal.Parse (rawTrade[0].Value<string> ()),
Amount = Decimal.Parse (rawTrade[1].Value<string> ()),
RawData = Encoding.ASCII.GetBytes (rawTrade.ToString ()),
ReportedTime = Utilities.GetDateTimeFromUnixTimestamp (rawTrade[2].Value<long> ()),
LastSeen = DateTimeOffset.UtcNow
}
);
return response;
}
public async Task<TradebookResponse> GetTradebook(TradebookRequest request)
{
var response = new TradebookResponse ();
var client = this.ApiClient ();
var endpointUri = new Uri (
this.TradebookApiUri,
this.TradebookApiUri.AbsolutePath.Replace("$$", request.ExchangeMarketRef)
);
string signature = this.GenerateRequestSignature(
request.ApiSecret,
endpointUri.AbsolutePath,
client.QueryString
);
client.Headers.Add ("Rest-Key", request.ApiToken);
client.Headers.Add ("Rest-Sign", signature);
string rawData = await client.DownloadStringTaskAsync (endpointUri);
var jsonData = JToken.Parse (rawData);
response.AddRange (
from rawTrade in jsonData["data"]
select new Trade () {
ExchangeMarketCD = request.ExchangeMarketCD,
TradeRef = rawTrade ["tid"].Value<string> (),
Price = Decimal.Parse (rawTrade ["price"].Value<string> ()),
Amount = Decimal.Parse (rawTrade ["amount"].Value<string> ()),
SettlementCurrencyCD = rawTrade["primary"] != null ? rawTrade["price_currency"].Value<string>() : null,
RawData = Encoding.ASCII.GetBytes (rawTrade.ToString ()),
ReportedTime = Utilities.GetDateTimeFromUnixTimestamp (rawTrade ["tid"].Value<long> () / 1000),
LastSeen = DateTimeOffset.UtcNow
}
);
return response;
}
